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ISIN
US88362L1008
Inception Date
Apr 2, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$54M

Share Price Chart


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Performance

KOOL Performance Chart

North Shore Equity Rotation ETF (KOOL) is up 13.8% since the beginning of the year. KOOL is currently trading at $14 per share.


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S&P 500 Index

Returns By Period

North Shore Equity Rotation ETF (KOOL) has returned 13.81% so far this year and 28.04% over the past 12 months.


North Shore Equity Rotation ETF

1D
0.32%
1M
-0.72%
YTD
13.81%
6M
13.28%
1Y
28.04%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOOL Monthly Returns History

Based on dividend-adjusted daily data since Apr 2, 2024, KOOL's average daily return is +0.07%, while the average monthly return is +1.49%. At this rate, an investment would double in approximately 3.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +10.9%, while the worst month was Mar 2025 at -5.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, KOOL closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +8.1%, while the worst single day was Apr 4, 2025 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.78%1.82%-3.35%10.88%1.54%-1.01%13.81%
20251.54%-2.63%-4.96%-1.26%9.11%5.92%2.47%2.29%2.80%1.83%-0.51%-0.87%16.05%
2024-3.61%4.48%4.43%1.48%-0.58%1.93%0.99%4.43%-2.84%10.83%

Benchmark Metrics

North Shore Equity Rotation ETF has an annualized alpha of 1.36%, beta of 1.00, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since April 02, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.80%) than losses (79.99%) - typical of diversified or defensive assets.
  • With beta of 1.00 and R2 of 0.89, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.36%
Beta
1.00
0.89
Upside Capture
94.80%
Downside Capture
79.99%

Expense Ratio

KOOL has a high expense ratio of 0.94%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

KOOL ranks 69 for risk / return — better than 69% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


KOOL Risk / Return Rank: 6969
Overall Rank
KOOL Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
KOOL Sortino Ratio Rank: 6262
Sortino Ratio Rank
KOOL Omega Ratio Rank: 6262
Omega Ratio Rank
KOOL Calmar Ratio Rank: 7878
Calmar Ratio Rank
KOOL Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for North Shore Equity Rotation ETF (KOOL) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KOOLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.36

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

3.92

2.78

+1.14

Martin ratioReturn relative to average drawdown

14.88

12.44

+2.44

Dividends

Dividend History

North Shore Equity Rotation ETF provided a 0.35% dividend yield over the last twelve months, with an annual payout of $0.05 per share.


0.40%0.45%0.50%0.55%$0.00$0.01$0.02$0.03$0.04$0.05$0.0620242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.05$0.05$0.06

Dividend yield

0.35%0.37%0.56%

Monthly Dividends

The table displays the monthly dividend distributions for North Shore Equity Rotation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.01$0.00$0.00$0.00$0.01
2025$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.02$0.05
2024$0.02$0.00$0.00$0.01$0.00$0.00$0.02$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the North Shore Equity Rotation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the North Shore Equity Rotation ETF was 20.46%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.

The current North Shore Equity Rotation ETF drawdown is 2.20%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-20.46%Apr 2025
4mo 3d2mo 17d
6mo 20dDec 2024 - Jun 2025
2024 pullback2024
-9.58%Aug 2024
19d2mo 5d
2mo 24dJul 2024 - Oct 2024
2026 pullback2026
-7.18%Mar 2026
1mo 2d10d
1mo 12dFeb 2026 - Apr 2026
2025 pullback2025
-5.81%Nov 2025
22d1mo 27d
2mo 19dOct 2025 - Jan 2026
2026 pullback2026
-5.71%Jun 2026
26d
1mo 9dMay 2026 - now

Drawdown Indicators


KOOLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.46%

-56.78%

+36.32%

Max Drawdown (1Y)

Largest decline over 1 year

-7.18%

-9.10%

+1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.20%

-1.80%

-0.40%

Average Drawdown

Average peak-to-trough decline

-2.52%

-10.71%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.03%

-0.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with KOOL

Add North Shore Equity Rotation ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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